Also tweaked comments in certain examples using curl_multi_fdset().

The -O option caused curl to crash on windows and DOS due to the
tool writing out of boundary memory.

The feature that uses the file name given in a
Content-disposition: header didn't properly skip trailing
carriage returns and linefeed characters from the end of the file
name when it was given without quotes.

Make the function call with (void) as we don't care about the
return code.

This function could only return CURLE_OK and by changing it to
a void instead, we can simplify code all over.

Simplified the code by removing a local variable completely.

This makes the code flow more obvious and reacts on the return
code properly, even if the code acted the same way before.

When multi interface is used, the SSL handshake is no longer
blocking when GnuTLS is used.

The recent overhaul of the SSL recv function made this treat a
zero returned from gnutls_record_recv() as an error, and this
caused our HTTPS test cases to fail. We leave it to upper layer
code to detect if an EOF is a problem or not.